+47.1%
ADP vs ADM
+11.2%
+35.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.4% |
| 7D | +2.2% | +4.2% | -2.0% | +1.8% |
| 30D | +10.6% | -12.8% | +23.4% | +11.7% |
| 3M | +12.9% | -8.5% | +21.4% | +13.6% |
| 6M | +50.6% | -10.9% | +61.6% | +51.7% |
| YTD | +23.2% | +29.4% | -6.2% | +19.5% |
| 1Y | +25.3% | +27.5% | -2.3% | +21.7% |
| 3Y | +47.1% | +10.3% | +36.8% | +39.3% |
| All | +47.1% | +11.2% | +35.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling